+915.1%
MSFT vs Z
-16.5%
+931.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.5% |
| 7D | -1.3% | +0.8% | -2.1% | -1.5% |
| 30D | -1.8% | +5.2% | -7.0% | -3.2% |
| 3M | +5.6% | -17.0% | +22.7% | +8.5% |
| 6M | +29.8% | -22.7% | +52.5% | +34.6% |
| YTD | +9.0% | -56.3% | +65.3% | +24.6% |
| 1Y | +4.9% | -57.7% | +62.6% | +20.3% |
| 3Y | +46.2% | -16.5% | +62.8% | +41.7% |
| 5Y | +62.1% | -53.4% | +115.5% | +67.5% |
| All | +915.1% | -16.5% | +931.6% | +746.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling